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WEN vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WEN and IVV is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

WEN vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
359.58%
563.23%
WEN
IVV

Key characteristics

Sharpe Ratio

WEN:

-0.45

IVV:

2.25

Sortino Ratio

WEN:

-0.50

IVV:

2.98

Omega Ratio

WEN:

0.94

IVV:

1.42

Calmar Ratio

WEN:

-0.29

IVV:

3.32

Martin Ratio

WEN:

-1.08

IVV:

14.68

Ulcer Index

WEN:

10.34%

IVV:

1.90%

Daily Std Dev

WEN:

25.07%

IVV:

12.43%

Max Drawdown

WEN:

-86.09%

IVV:

-55.25%

Current Drawdown

WEN:

-33.60%

IVV:

-2.52%

Returns By Period

In the year-to-date period, WEN achieves a -9.51% return, which is significantly lower than IVV's 25.92% return. Over the past 10 years, WEN has underperformed IVV with an annualized return of 9.27%, while IVV has yielded a comparatively higher 13.05% annualized return.


WEN

YTD

-9.51%

1M

-6.79%

6M

2.82%

1Y

-10.93%

5Y*

-2.30%

10Y*

9.27%

IVV

YTD

25.92%

1M

0.33%

6M

9.27%

1Y

26.64%

5Y*

14.77%

10Y*

13.05%

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Risk-Adjusted Performance

WEN vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Wendy's Company (WEN) and iShares Core S&P 500 ETF (IVV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for WEN, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.452.25
The chart of Sortino ratio for WEN, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.502.98
The chart of Omega ratio for WEN, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.42
The chart of Calmar ratio for WEN, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.293.32
The chart of Martin ratio for WEN, currently valued at -1.08, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.0814.68
WEN
IVV

The current WEN Sharpe Ratio is -0.45, which is lower than the IVV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of WEN and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
2.25
WEN
IVV

Dividends

WEN vs. IVV - Dividend Comparison

WEN's dividend yield for the trailing twelve months is around 6.01%, more than IVV's 1.29% yield.


TTM20232022202120202019201820172016201520142013
WEN
The Wendy's Company
6.01%5.13%2.21%1.80%1.32%1.89%2.18%1.71%1.81%2.09%2.27%2.06%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

WEN vs. IVV - Drawdown Comparison

The maximum WEN drawdown since its inception was -86.09%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for WEN and IVV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.60%
-2.52%
WEN
IVV

Volatility

WEN vs. IVV - Volatility Comparison

The Wendy's Company (WEN) has a higher volatility of 5.58% compared to iShares Core S&P 500 ETF (IVV) at 3.75%. This indicates that WEN's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.58%
3.75%
WEN
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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